Multidimensional Markovian BSDEs with Jumps and Continuous Generators
We deal with a multidimensional Markovian backward stochastic differential equation driven by a Poisson random measure and independent Brownian motion (BSDEJ for short). As a first result, we prove, under the Lipschitz condition, that the BSDEJ’s adapted solution can be represented in terms of a giv...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-12-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/12/1/26 |